\begin{tabular}{l*{9}{c}}
\hline\hline
                &\multicolumn{1}{c}{(1)}&\multicolumn{1}{c}{(2)}&\multicolumn{1}{c}{(3)}&\multicolumn{1}{c}{(4)}&\multicolumn{1}{c}{(5)}&\multicolumn{1}{c}{(6)}&\multicolumn{1}{c}{(7)}&\multicolumn{1}{c}{(8)}&\multicolumn{1}{c}{(9)}\\
                &\multicolumn{1}{c}{US}&\multicolumn{1}{c}{Sov}&\multicolumn{1}{c}{FX}&\multicolumn{1}{c}{SmallOpt}&\multicolumn{1}{c}{FwdArb}&\multicolumn{1}{c}{CDS}&\multicolumn{1}{c}{FF6}&\multicolumn{1}{c}{SmallCmNew}&\multicolumn{1}{c}{1-8}\\
\hline
Int. Equity     &      -0.305&       0.818&       2.789&       0.786&      -0.760&       1.582&       1.061&       0.138&       0.498\\
                &     (0.432)&     (0.978)&     (0.805)&     (0.783)&     (8.507)&     (1.009)&     (0.430)&     (1.033)&     (0.550)\\
[1em]
Basis AR1 Residual&     -0.0585&     -0.0296&     -0.0278&      -0.113&     -0.0527&     -0.0574&    -0.00940&     -0.0789&     -0.0561\\
                &    (0.0291)&    (0.0442)&    (0.0465)&    (0.0938)&    (0.0322)&    (0.0511)&     (0.139)&    (0.0512)&    (0.0282)\\
[1em]
Intercepts      &         Yes&         Yes&         Yes&         Yes&         Yes&         Yes&         Yes&         Yes&         Yes\\
\hline
MAPE (%/mo.)    &       0.045&       0.044&       0.059&       0.064&       0.015&       0.007&       0.102&       0.095&            \\
H1 p-value      &       0.023&       0.808&       0.004&       0.795&       0.874&       0.289&       0.312&       0.650&       0.845\\
KZ p-value      &       0.000&       0.188&       0.296&       0.154&       0.001&       0.002&       0.015&       0.393&       0.000\\
N (assets)      &          11&           6&          11&          12&          13&           5&           6&           6&          70\\
N (beta, mos.)  &         125&         125&         125&         125&         125&         125&         125&         125&            \\
N (mean, mos.)  &         388&         312&         446&         300&         126&         198&        1133&         359&            \\
Converged       &           1&           1&           1&           1&           1&           1&           1&           1&           1\\
\hline\hline
\multicolumn{10}{l}{\footnotesize Standard errors in parentheses}\\
\end{tabular}
